I had a zoroastrian nation in the works myself, but abandoned it in favor of many, many other projects.
Zoroastrians venerate the purifying power of fire, and the purifying power of water as well. Air and astral would probably round out their magic selection.
I'd suggest that the druj forces be mainly in there as national summons - so if you have a death/blood God you can diversify into evil, but you don't get more than 4 paths base. Amos drew me a couple of really *****in' three headed dragons, which I might be able to dig up for you, you could use 'em for Dahak et. al.
I believe that those burial practices for Caelum are already specified in-game; read the flavor text on the late era spellcasters, and you'll see that they mention those burial practices (which they have abandoned.)
Zoroastrianism had two sorts of priests - there was a medean hereditary priest caste, the Magi, who converted to Zoroastrianism but were always heterodox, and has a positively legendary reputation for magic-working in the classical period. Making them both heretics and priests (requires a little copystating) would be quite cool, I think. Ideally, magi should be legendary-grade powerful, or at least have such a reputation, but that might be a game-balance issue with a flying nation like Caelum, especially in the mid era.
They also have a more conventional priesthood:
http://en.wikipedia.org/wiki/Herbad
Which you should possibly convert into multiple ranks of Seraphine?
Good luck!